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date (oldest first)
1
Price volatility and futures margins
Hardouvelis, Gikas A.
- In:
The journal of futures markets
16
(
1996
)
1
,
pp. 81-111
Persistent link: https://www.econbiz.de/10001193435
Saved in:
2
Does futures speculation stabilize spot prices? : Evidence from metals markets
Kocagil, Ahmet Enis
- In:
Applied financial economics
7
(
1997
)
1
,
pp. 115-125
Persistent link: https://www.econbiz.de/10001219226
Saved in:
3
Misspecification testing and robust
estimation
of the market model : estimating betas for the FT-SE industry baskets
Mills, Terence C.
- In:
The European journal of finance
2
(
1996
)
4
,
pp. 319-331
Persistent link: https://www.econbiz.de/10001216123
Saved in:
4
The forward pricing function of industrial metal futures : evidence from cointegration and smooth transition regression analysis
Beckmann, Joscha
;
Czudaj, Robert
- In:
International review of applied economics
27
(
2013
)
4
,
pp. 472-490
Persistent link: https://www.econbiz.de/10009781087
Saved in:
5
Short-term and long-term efficiency in commodity spot and futures markets
Antoniou, Antonios
- In:
Financial markets, institutions & instruments
3
(
1994
)
5
,
pp. 17-35
Persistent link: https://www.econbiz.de/10001174679
Saved in:
6
Power ARCH modelling of commodity futures data on the London metal exchange
McKenzie, Michael D.
(
contributor
)
- In:
The European journal of finance
7
(
2001
)
1
,
pp. 22-38
Persistent link: https://www.econbiz.de/10001542130
Saved in:
7
Warentermin- und Warenterminoptionsmärkte : eine Analyse mathematischer Preismodelle, informationstheoretischer Aspekte und erfolgreicher Anlagestrategien
Blase, Henrich
-
1994
Persistent link: https://www.econbiz.de/10000883269
Saved in:
8
Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda
;
Lin, Hai
;
Premachandra, I. M.
- In:
Economic modelling
77
(
2019
),
pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
Saved in:
9
Time-varying term structure of oil risk premia
Cortazar, Gonzalo
;
Liedtke, Philip
;
Ortega, Hector
; …
- In:
The energy journal
43
(
2022
)
5
,
pp. 71-91
Persistent link: https://www.econbiz.de/10013412820
Saved in:
10
Stocks and currencies : are they related?
Ong, Li Lian
;
Izan, H. Y.
- In:
Applied financial economics
9
(
1999
)
5
,
pp. 523-532
Persistent link: https://www.econbiz.de/10001455012
Saved in:
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